COSW vs. MRNY
COSW (Roundhill COST WeeklyPay ETF) and MRNY (YieldMax MRNA Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.08, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
COSW vs. MRNY - Performance Comparison
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Returns By Period
In the year-to-date period, COSW achieves a 9.49% return, which is significantly lower than MRNY's 73.87% return.
COSW
- 1D
- -2.05%
- 1M
- -7.53%
- YTD
- 9.49%
- 6M
- 7.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MRNY
- 1D
- -0.53%
- 1M
- 19.78%
- YTD
- 73.87%
- 6M
- 58.68%
- 1Y
- 67.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW vs. MRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 9.49% | -10.48% |
MRNY YieldMax MRNA Option Income Strategy ETF | 73.87% | 3.07% |
Correlation
The correlation between COSW and MRNY is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | -0.08 |
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Return for Risk
COSW vs. MRNY — Risk / Return Rank
COSW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MRNY
COSW vs. MRNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and YieldMax MRNA Option Income Strategy ETF (MRNY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COSW | MRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.16 | — |
| Martin ratioReturn relative to average drawdown | — | 4.18 | — |
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Drawdowns
COSW vs. MRNY - Drawdown Comparison
The maximum COSW drawdown since its inception was -16.63%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for COSW and MRNY.
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Drawdown Indicators
| COSW | MRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -82.15% | +65.52% |
Max Drawdown (1Y)Largest decline over 1 year | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -16.63% | -63.40% | +46.77% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -52.89% | +47.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 16.26% | — |
Volatility
COSW vs. MRNY - Volatility Comparison
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Volatility by Period
| COSW | MRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.79% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 38.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.50% | 50.99% | -25.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.50% | 50.97% | -25.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.50% | 50.97% | -25.47% |
COSW vs. MRNY - Expense Ratio Comparison
Both COSW and MRNY have an expense ratio of 0.99%.
Dividends
COSW vs. MRNY - Dividend Comparison
COSW's dividend yield for the trailing twelve months is around 20.02%, less than MRNY's 87.35% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 20.02% | 4.96% | 0.00% | 0.00% |
MRNY YieldMax MRNA Option Income Strategy ETF | 87.35% | 145.98% | 178.49% | 1.75% |
Frequently Asked Questions
COSW and MRNY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
COSW and MRNY have the same expense ratio: 0.99% per year.
MRNY has the higher dividend yield at 87.35%, compared with 20.02% for COSW.
They also come from different issuers: Roundhill and YieldMax.
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